Related papers: On Eagleson's theorem in the non-stationary setup
The main aim is to give a rigorous statement and proof of the slogan "the d-fold tensor product of distributions is an Euler system for GL_d". Of the few known examples of Euler systems, we look at those of cyclotomic units and of…
The argmax theorem is a useful result for deriving the limiting distribution of estimators in many applications. The conclusion of the argmax theorem states that the argmax of a sequence of stochastic processes converges in distribution to…
The Euclidean algorithm makes possible a simple but powerful generalization of Taylor's theorem. Instead of expanding a function in a series around a single point, one spreads out the spectrum to include any number of points with given…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…
We derive a stochastic representation for the probability distribution on the positive orthant $(0,\infty)^d$ whose association between components is minimal among all probability laws with $\ell_p$-norm symmetric survival functions. It is…
The Taylor expansion is a widely used and powerful tool in all branches of Mathematics, both pure and applied. In Probability and Mathematical Statistics, however, a stronger version of Taylor's classical theorem is often needed, but only…
In this paper, we derive rigorously a non-local cross-diffusion system from an interacting stochastic many-particle system in the whole space. The convergence is proved in the sense of probability by introducing an intermediate particle…
We establish a purely geometric form of the concentration theorem (also called localization theorem) for actions of a linearly reductive group $G$ on an affine scheme $X$ over an affine base scheme $S$. It asserts the existence of a…
Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…
In this study, utilizing a specific exponential weighting function, we investigate the uniform exponential convergence of weighted Birkhoff averages along decaying waves and delve into several related variants. A key distinction from…
We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…
We show that for almost every map in a transversal one-parameter family of piecewise expanding unimodal maps the Birkhoff sum of suitable observables along the forward orbit of the turning point satisfies the law of iterated logarithm. This…
The non-equilibrium statistical mechanics and kinetic theory for a model of a confined quasi-two-dimensional gas of inelastic hard spheres is presented. The dynamics of the particles includes an effective mechanism to transfer the energy…
Quantum processes cannot be reduced, in a nontrivial way, to classical processes without specifying the context in the description of a measurement procedure. This requirement is implied by the Kochen-Specker theorem in the…
This study addresses the often-overlooked issue of measurability at intermediate points when applying Taylor's theorems to random functions and random vectors (e.g., likelihood functions with respect to estimators) in statistics. Classical…
Birkhoff's theorem is one of the most important statements of Einstein's general relativity, which generally can not be extended to modified theories of gravity. Here we study the validity of the theorem in scalar-tensor theories using a…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…